Extrapolation of multidimensional stationary processes (Q3440799): Difference between revisions

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Extrapolation of multidimensional stationary processes
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    Extrapolation of multidimensional stationary processes (English)
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    29 May 2007
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    multidimensional stationary process
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    optimal linear estimate
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    mean square error
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    spectral characteristics
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    least favourable spectral density
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    minimax-robust spectral characteristics
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